Xuemin Sterling Yan

Lehigh University - College of Business

Bethlehem, PA 18015

United States

  • Lehigh University - College of Business

SCHOLARLY PAPERS

16

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8,349

TOTAL CITATIONS
Rank 2,264

SSRN RANKINGS

Top 2,264

in Total Papers Citations

213

Scholarly Papers (16)

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1.

Short-term Institutional Herding and Its Impact on Stock Prices

Downloads 1,662 (23,001)
Citation 31

Short-term Institutional Herding and Its Impact on Stock Prices

Number of pages: 47 Posted: 20 Mar 2007 Last Revised: 25 Mar 2008
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 1,192 (37,050)
Citation 17

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Institutions, Herding, Trading, Behavior

Short-Term Institutional Herding and its Impact on Stock Prices

Number of pages: 47 Posted: 25 Mar 2008
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 470 (127,064)
Citation 14

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Herding, Institutional Investors, Return Reversal

2.

On the Performance of Volatility-Managed Portfolios

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 18 Apr 2019
Scott Cederburg, Michael S. O'Doherty, Feifei Wang and Xuemin Sterling Yan
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, Miami University of Ohio and Lehigh University - College of Business
Downloads 1,418 (29,213)
Citation 8

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volatility-managed portfolios, portfolio choice

3.

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

Downloads 1,061 (44,563)
Citation 7

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

University of Notre Dame Working Paper
Number of pages: 35 Posted: 15 Jun 2001
Todd Houge, Tim Loughran, Xuemin Sterling Yan and Gerry Suchanek
University of Iowa, University of Notre Dame, Lehigh University - College of Business and University of Iowa - Department of Finance
Downloads 1,061 (43,870)
Citation 7

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Initial public offerings, IPOs, Divergence of opinion, Uncertainty, Long-run returns, Flipping, Opening spread, Time of First Trade

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

Financial Management, Vol. 30, No. 4, Winter 2001
Posted: 10 Dec 2001
Todd Houge, Tim Loughran, Xuemin Sterling Yan and Gerry Suchanek
University of Iowa, University of Notre Dame, Lehigh University - College of Business and University of Iowa - Department of Finance

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4.

The Interim Trading Skills of Institutional Investors

Downloads 999 (48,491)
Citation 51

The Interim Trading Skills of Institutional Investors

AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 27 Mar 2008 Last Revised: 10 Jun 2010
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 799 (64,781)
Citation 28

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Institutional Investors, Performance, Performance Persistence, Trading Skill

The Interim Trading Skills of Institutional Investors

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 28 Jun 2010
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 200 (316,292)
Citation 23

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Institutional Investors, Investment Skill

5.

Institutional Investors and Equity Returns: Are Short-Term Institutions Better Informed?

Downloads 899 (56,079)
Citation 35

Institutional Investors and Equity Returns: Are Short-Term Institutions Better Informed?

Review of Financial Studies, Forthcoming
Number of pages: 48 Posted: 23 Oct 2006
Zhe Zhang and Xuemin Sterling Yan
Singapore Management University - Lee Kong Chian School of Business and Lehigh University - College of Business
Downloads 899 (55,215)
Citation 35

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Institutional trading, Investment horizon, Return predictability

6.

The Performance of Investment Bank Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 59 Posted: 13 Apr 2011
Grace Qing Hao and Xuemin Sterling Yan
University of Texas at Arlington and Lehigh University - College of Business
Downloads 423 (145,720)
Citation 18

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Mutual fund performance, Investment bank affiliated mutual funds, Investment banking relationships

7.

Block Ownership, Trading Activity, and Market Liquidity

Number of pages: 40 Posted: 08 Apr 2008
Paul Brockman, Dennis Y. Chung and Xuemin Sterling Yan
Lehigh University - College of Business, Simon Fraser University and Lehigh University - College of Business
Downloads 385 (162,230)
Citation 6

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Block ownership, liquidity; bid-ask spreads, depths, adverse selection

8.

Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know it?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 43 Posted: 07 Nov 2013
Paul Brockman, Biljana Adebambo and Xuemin Sterling Yan
Lehigh University - College of Business, University of San Diego and Lehigh University - College of Business
Downloads 370 (169,592)
Citation 3

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financial crisis; institutional investors; financial analysts; insiders

9.

The Time-Series Behavior and Pricing of Idiosyncratic Volatility: Evidence from 1926 to 1962

Number of pages: 46 Posted: 08 Apr 2008
Paul Brockman and Xuemin Sterling Yan
Lehigh University - College of Business and Lehigh University - College of Business
Downloads 313 (203,202)
Citation 12

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Idiosyncratic Volatility, Expected Return, Holdout Sample

10.

Agency Costs, Governance, and Organizational Forms: Evidence from the Mutual Fund Industry

Number of pages: 47 Posted: 16 Mar 2007
Stephen P. Ferris and Xuemin Sterling Yan
University of Missouri at Columbia - Department of Finance and Lehigh University - College of Business
Downloads 248 (258,418)
Citation 13

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Organizational form, Mutual funds, Agency costs, Governance

11.

The Price Effect of Temporary Short-selling Bans: Theory and Evidence

Downloads 132 (324,919)

The Price Effect of Temporary Short-selling Bans: Theory and Evidence

Number of pages: 43 Posted: 25 Oct 2021 Last Revised: 15 Nov 2021
Haoshu Tian, Xuemin Sterling Yan and Lingling Zheng
Renmin University of China - School of Business, Lehigh University - College of Business and Renmin University of China
Downloads 132 (454,189)

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12.

Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance?

The Financial Review, Vol. 43, No. 1, pp. 27-49, February 2008
Number of pages: 36 Posted: 11 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and Lehigh University - College of Business
Downloads 183 (344,493)
Citation 1

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mutual fund performance, focused fund, security concentration, best ideas

13.

The Predictive Content of Aggregate Analyst Recommendations

Number of pages: 38 Posted: 27 Apr 2009
John S. Howe, Xuemin Sterling Yan and Emre Unlu
University of Missouri at Columbia - Department of Finance, Lehigh University - College of Business and University of Nebraska at Lincoln
Downloads 125 (472,586)
Citation 20

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14.

The Nasdaq-Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms

Journal of Financial Research, Vol. 26, pp. 225-242, 2003.
Number of pages: 26 Posted: 01 Dec 2002 Last Revised: 10 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and Lehigh University - College of Business
Downloads 88 (604,815)
Citation 1

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15.

The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence

Financial Management, Vol. 35, No. 2, Summer 2006
Number of pages: 26 Posted: 17 Sep 2006
Xuemin Sterling Yan
Lehigh University - College of Business
Downloads 43 (865,246)
Citation 7

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16.

Aggregate Short Selling, Commonality, and Stock Market Returns

Journal of Financial Markets, Vol. 17, 2014
Posted: 14 May 2014 Last Revised: 15 May 2014
Andrew A Lynch, Biljana Adebambo, Xuemin Sterling Yan and Han Yu
University of Arkansas - Sam M. Walton College of Business, University of San Diego, Lehigh University - College of Business and Southern CT University - Department of Finance

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Aggregate Short Selling; Market return; Commonality